In this paper we present a comparative analysis of global frequency and local deformation data for a large concrete bridge. The asymptotic probability distributions of the central statistics are presented, and compare...In this paper we present a comparative analysis of global frequency and local deformation data for a large concrete bridge. The asymptotic probability distributions of the central statistics are presented, and compared with empirical bootstrap estimates. Bootstrapped distributions are calculated from reference data obtained during 1999–2000 and used to develop change-point alarm criteria for the structure, using reasonable sensitivity measures developed from FEM simulations and structural analysis. The implications of the frequency data are discussed in conjunction with the strain and displacement measurements in order to discern if the load carrying capacity of the bridge has been affected. The critical need for more advanced temperature compensation models for large structures continually in thermal disequilibrium is discussed.展开更多
The extraction of various reserves is one of the most important measures that guarantee insurance companies’ solvency. Accurate assessment of non-life insurance claim reserves needs to consider the volatility risks o...The extraction of various reserves is one of the most important measures that guarantee insurance companies’ solvency. Accurate assessment of non-life insurance claim reserves needs to consider the volatility risks of inflation. This paper presents a stochastic model of claim reserves including inflation factor and diagonal effects. By applying this model, we can predict the values of the claim reserves and evaluate predicting risks. Through analyzing actual data and using the bootstrap method, we can compare Bornhuetter-Ferguson method involving diagonal effects with chain ladder method. It is shown that the former is more efficient and robust than the latter.展开更多
The coefficient of reliability is often estimated from a sample that includes few subjects. It is therefore expected that the precision of this estimate would be low. Measures of precision such as bias and variance de...The coefficient of reliability is often estimated from a sample that includes few subjects. It is therefore expected that the precision of this estimate would be low. Measures of precision such as bias and variance depend heavily on the assumption of normality, which may not be tenable in practice. Expressions for the bias and variance of the reliability coefficient in the one and two way random effects models using the multivariate Taylor’s expansion have been obtained under the assumption of normality of the score (Atenafu et al. [1]). In the present paper we derive analytic expressions for the bias and variance, hence the mean square error when the measured responses are not normal under the one-way data layout. Similar expressions are derived in the case of the two-way data layout. We assess the effect of departure from normality on the sample size requirements and on the power of Wald’s test on specified hypotheses. We analyze two data sets, and draw comparisons with results obtained via the Bootstrap methods. It was found that the estimated bias and variance based on the bootstrap method are quite close to those obtained by the first order approximation using the Taylor’s expansion. This is an indication that for the given data sets the approximations are quite adequate.展开更多
基金the Illinois Department of TransportationAdditional assistance provided by Smart Structures Int
文摘In this paper we present a comparative analysis of global frequency and local deformation data for a large concrete bridge. The asymptotic probability distributions of the central statistics are presented, and compared with empirical bootstrap estimates. Bootstrapped distributions are calculated from reference data obtained during 1999–2000 and used to develop change-point alarm criteria for the structure, using reasonable sensitivity measures developed from FEM simulations and structural analysis. The implications of the frequency data are discussed in conjunction with the strain and displacement measurements in order to discern if the load carrying capacity of the bridge has been affected. The critical need for more advanced temperature compensation models for large structures continually in thermal disequilibrium is discussed.
文摘The extraction of various reserves is one of the most important measures that guarantee insurance companies’ solvency. Accurate assessment of non-life insurance claim reserves needs to consider the volatility risks of inflation. This paper presents a stochastic model of claim reserves including inflation factor and diagonal effects. By applying this model, we can predict the values of the claim reserves and evaluate predicting risks. Through analyzing actual data and using the bootstrap method, we can compare Bornhuetter-Ferguson method involving diagonal effects with chain ladder method. It is shown that the former is more efficient and robust than the latter.
文摘The coefficient of reliability is often estimated from a sample that includes few subjects. It is therefore expected that the precision of this estimate would be low. Measures of precision such as bias and variance depend heavily on the assumption of normality, which may not be tenable in practice. Expressions for the bias and variance of the reliability coefficient in the one and two way random effects models using the multivariate Taylor’s expansion have been obtained under the assumption of normality of the score (Atenafu et al. [1]). In the present paper we derive analytic expressions for the bias and variance, hence the mean square error when the measured responses are not normal under the one-way data layout. Similar expressions are derived in the case of the two-way data layout. We assess the effect of departure from normality on the sample size requirements and on the power of Wald’s test on specified hypotheses. We analyze two data sets, and draw comparisons with results obtained via the Bootstrap methods. It was found that the estimated bias and variance based on the bootstrap method are quite close to those obtained by the first order approximation using the Taylor’s expansion. This is an indication that for the given data sets the approximations are quite adequate.
